+11.2%
APD vs ESTC
+25.2%
-13.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | -0.9% |
| 7D | -2.2% | -8.1% | +5.9% | -2.0% |
| 30D | +2.1% | +31.7% | -29.6% | +1.3% |
| 3M | +7.2% | +41.1% | -33.9% | +6.1% |
| 6M | +11.2% | +77.1% | -65.8% | +9.3% |
| YTD | +24.4% | +21.7% | +2.7% | +24.1% |
| 1Y | +6.7% | +8.4% | -1.7% | +6.9% |
| All | +11.2% | +25.2% | -13.9% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ESTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling